Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50788.1 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45236.78 Kr¶

PnL: ---------------------------------------> -340.81 Kr¶

DD now: ---------------------------------> -4.391 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 11:17:53.695974'

Anic Portfolio¶

Today¶

Return: 0.072 %¶

This Week¶

Return: 0.072 %¶

Total portfolio value¶

Return including deposits: 66.267 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.620000 3592.500000 30.000000 0.840000 3562.500000
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Hexagon B 26 -0.720000 3428.100000 16.900000 0.500000 3411.200000
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Sagax B 4 -1.020000 893.200000 10.000000 1.130000 883.200000
Platzer Fastigheter Holding B 12 -0.370000 958.800000 9.600000 1.010000 949.200000
Hexatronic Group 15 2.430000 1076.400000 8.700000 0.810000 1067.700000
Atrium Ljungberg B 5 0.170000 910.000000 8.500000 0.940000 901.500000
Orrön Energy 170 -2.780000 2048.500000 7.650000 0.370000 2040.850000
Vitec Software Group B 2 -1.600000 1108.000000 7.000000 0.640000 1101.000000
Latour B 4 -2.360000 860.000000 6.000000 0.700000 854.000000
JM 7 -1.020000 952.000000 4.200000 0.440000 947.800000
BioGaia B 8 -1.220000 906.400000 4.000000 0.440000 902.400000
OX2 12 -2.690000 910.200000 3.600000 0.400000 906.600000
ASSA ABLOY B 4 -1.150000 994.000000 3.200000 0.320000 990.800000
Addnode Group B 7 -2.190000 905.800000 2.800000 0.310000 903.000000
HEXPOL B 8 -0.750000 957.600000 2.400000 0.250000 955.200000
EQT 4 -1.490000 872.400000 1.600000 0.180000 870.800000
Byggmax Group 33 -1.410000 966.240000 1.320000 0.140000 964.920000
Catena 2 0.250000 804.000000 0.400000 0.050000 803.600000
SKF B 5 -1.340000 978.250000 0.250000 0.030000 978.000000
Sandvik 4 -1.490000 845.600000 0.000000 0.000000 845.600000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Alimak Group 12 -0.120000 1004.400000 0.000000 0.000000 1004.400000
Biotage 1 -6.910000 146.900000 -0.600000 -0.410000 147.500000
Hoist Finance 36 0.720000 1006.200000 -1.800000 -0.180000 1008.000000
Hennes & Mauritz B 6 -1.370000 907.680000 -2.280000 -0.250000 909.960000
Gränges 10 3.820000 1033.000000 -3.000000 -0.290000 1036.000000
Creaspac SPAC 40 -0.210000 3820.000000 -4.000000 -0.100000 3824.000000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Vitrolife 3 -1.670000 671.400000 -5.600000 -0.830000 677.000001
VEF 788 -0.660000 1891.200000 -6.300000 -0.330000 1897.504000
BHG Group 109 -5.890000 1411.550000 -7.630000 -0.540000 1419.180000
Investor B 3 -1.100000 647.550000 -10.450000 -1.590000 657.999999
Balco Group 39 -3.070000 1788.150000 -86.850000 -4.630000 1874.999997
Sedana Medical 93 -3.230000 2615.160000 -368.420000 -12.350000 2983.577733
TOTAL 45236.780000 -340.810000 -4.3905% 45577.591729

Updated:¶

'2023-06-19 11:18:11.109765'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶